+32.1%
CL vs EQNR
+89.2%
-57.1%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -6.2% | +9.5% | +2.6% |
| 7D | +7.7% | -10.2% | +17.9% | +6.6% |
| 30D | +15.2% | +1.1% | +14.2% | +15.3% |
| 3M | +7.3% | +10.3% | -3.0% | +8.5% |
| 6M | +17.0% | +5.7% | +11.4% | +17.5% |
| YTD | +28.0% | +87.2% | -59.2% | +24.2% |
| 1Y | +32.1% | +87.4% | -55.3% | +27.8% |
| All | +32.1% | +89.2% | -57.1% | +27.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EQNR.
Daily Out/Under-Performance
Portfolio return minus EQNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQNR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded EQNR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling